+53.0%
CSX vs GM
+48.9%
+4.2%
-11.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | GM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | -0.6% |
| 7D | +0.6% | +0.4% | +0.2% | +0.6% |
| 30D | -2.3% | -1.8% | -0.4% | -2.1% |
| 3M | +4.3% | +2.6% | +1.7% | +4.0% |
| 6M | +23.4% | +14.6% | +8.8% | +21.1% |
| YTD | +36.4% | +6.2% | +30.2% | +34.5% |
| 1Y | +53.0% | +48.7% | +4.4% | +53.6% |
| All | +53.0% | +48.9% | +4.2% | +53.6% |
Cumulative growth
Daily Returns
Daily percentage return beside GM.
Daily Out/Under-Performance
Portfolio return minus GM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × GM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded GM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling